The only issue with drilled rotors, especially when the holes are in close proximity to one another, is that after a period of time of hard use they can develop small fractures around the holes, which if not caught in time can cause a rotor to dismember itself..
Same with any non-solid rotors. The drilled holes are worse. They don't need to be in close proximity, it's the edges of the holes that don't do well with the expansion and contractions as they heat up and cool down. True that as soon as the hairline cracks meet from 2 holes they tend to get worse in a hurry (as in dismembering themselves ). Not something that's going to catch you by surprise though, as long as you keep an eye on them.